+20.8%
MUB vs LDOS
+248.5%
-227.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +0.7% | -7.2% | +7.9% | +0.9% |
| 30D | +4.4% | +16.8% | -12.5% | +3.8% |
| 3M | -0.2% | -1.6% | +1.4% | -0.2% |
| 6M | -0.6% | -1.0% | +0.4% | -0.7% |
| YTD | +0.3% | -25.8% | +26.1% | +1.1% |
| 1Y | +0.8% | -31.1% | +31.9% | +1.8% |
| 3Y | +12.0% | +32.8% | -20.8% | +10.0% |
| 5Y | +3.4% | +49.4% | -45.9% | +0.8% |
| All | +20.8% | +248.5% | -227.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling